Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-02-01 0.200538 0.214796 0.229973 0.247399 0.266942 0.288283 0.313489
2026-02-08 0.179953 0.198390 0.218926 0.243705 0.273073 0.307137 0.350190
2026-02-15 0.170342 0.192172 0.217401 0.249129 0.288579 0.336886 0.401952
2026-02-22 0.159668 0.183287 0.211361 0.247831 0.294958 0.355324 0.441231
2026-03-01 0.150458 0.175169 0.205227 0.245349 0.298934 0.370348 0.477204
2026-03-08 0.141767 0.166936 0.198129 0.240707 0.299174 0.379800 0.505933
2026-03-15 0.134749 0.160273 0.192437 0.237237 0.300341 0.390194 0.536933
2026-03-22 0.131384 0.157999 0.192160 0.240831 0.311405 0.415711 0.595067
2026-03-29 0.130098 0.158276 0.195154 0.248989 0.329579 0.453790 0.680620
2026-04-05 0.125328 0.153633 0.191157 0.246834 0.332003 0.467158 0.724869
2026-04-12 0.122220 0.151043 0.189784 0.248291 0.339951 0.490247 0.791527
2026-04-19 0.116639 0.144824 0.183010 0.241280 0.333869 0.488716 0.808870
2026-04-26 0.110981 0.138415 0.175870 0.233598 0.326593 0.485169 0.823358
2026-05-03 0.107189 0.134445 0.172023 0.230684 0.326877 0.495141 0.869260
2026-05-10 0.106075 0.134152 0.173419 0.235887 0.341095 0.532456 0.986970
2026-05-17 0.103252 0.131312 0.170934 0.234792 0.344352 0.549218 1.059992
2026-05-24 0.100306 0.128178 0.167865 0.232552 0.345356 0.561572 1.125247
2026-05-31 0.097009 0.124421 0.163705 0.228295 0.342374 0.565358 1.168142
2026-06-07 0.094184 0.121255 0.160309 0.225103 0.341078 0.572518 1.223255
2026-06-14 0.093172 0.120694 0.160830 0.228421 0.352117 0.607798 1.378028
2026-06-21 0.093221 0.121682 0.163751 0.235939 0.371846 0.666017 1.640628
2026-06-28 0.091029 0.119254 0.161245 0.233955 0.372760 0.680211 1.750837
2026-07-05 0.089708 0.118087 0.160669 0.235297 0.380443 0.712214 1.952010